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Is Granger causality a common method for the kind of time series analysis made by this library? I worked with this algorithm before so I was curious, but I can
by nextaccountic 5y ago
Is Granger causality a common method for the kind of time series analysis made by this library?
I worked with this algorithm before so I was curious, but I can't find it in the API.
- krit_dms 5y agoIm not sure what you are asking exacylu, but statmodels has vector autoregression included.